Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788925.9555 | 735236.3427 | 53689.6128 | 2747264.2996 | 4339197.8699 | -1591933.5703 |
Total P&L (%) | 788.926 | 735.2363 | 53.6896 | 2747.2643 | 4339.1979 | -1591.9336 |
Avg Daily Profit (%) | 0.3155 | 0.2941 | 0.0215 | 0.134 | 0.1518 | 0 |
Buy And Hold Return (%) | 755.6189 | 755.6189 | 755.6189 | 755.6189 | 755.6189 | 755.6189 |
Max Trade Drawdown | -86037 | -69878 | -83206 | -3136714 | -1681629 | -2105658 |
Profit Factor | 1.9323 | 2.5788 | 1.1411 | 1.2393 | 1.7072 | 0.7023 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 45.1613 | 45.9677 | 44.3548 | 45.1613 | 45.9677 | 44.3548 |
Ratio Avg Win / Avg Loss | 2.3464 | 3.0312 | 1.4316 | 1.5048 | 2.0067 | 0.881 |
Largest Winning Trade | 371775 | 371775 | 40971 | 3846877 | 3846877 | 433854 |
Largest Losing Trade | -32997 | -27990 | -32997 | -958989 | -958989 | -527464 |
Avg Bars in Trades | 29 | 34 | 25 | 29 | 34 | 25 |
Avg Bars in Winners | 39 | 46 | 33 | 39 | 46 | 33 |
Avg Bars in Losers | 21 | 25 | 18 | 21 | 25 | 18 |
Bars Traded | 7411 | 4310 | 3101 | 7411 | 4310 | 3101 |
Profit Streak | 0 | 21.8527 | 0 | 0 | 21.8527 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139675 | -153262 | -397402 | -15711 | 316054 | -582920 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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